Estimating VaR with order statistics
Year of publication: |
2001
|
---|---|
Authors: | Dowd, Kevin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 8.2001, 3, p. 23-30
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Ranking-Verfahren | Ranking method |
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